Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0,63% | 126,00 % | 126,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 632 688 CHF | 636 688 CHF | 97,95% | 97,95% |
19/11/2024 | 0,64% | 125,00 % | 125,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 625 057 CHF | 629 057 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 125,20 % | 126,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 623 735 CHF | 628 735 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 124,40 % | 125,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 622 745 CHF | 627 745 CHF | 100,00% | 100,00% |
14/11/2024 | 0,64% | 124,80 % | 125,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 622 234 CHF | 626 234 CHF | 100,00% | 100,00% |
13/11/2024 | 0,64% | 124,80 % | 125,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 624 332 CHF | 628 332 CHF | 100,00% | 100,00% |
12/11/2024 | 0,79% | 124,60 % | 125,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 628 176 CHF | 633 176 CHF | 100,00% | 100,00% |
11/11/2024 | 0,78% | 126,90 % | 127,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 634 777 CHF | 639 777 CHF | 100,00% | 100,00% |
08/11/2024 | 0,64% | 125,00 % | 125,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 624 380 CHF | 628 380 CHF | 100,00% | 100,00% |
07/11/2024 | 0,63% | 125,60 % | 126,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 628 158 CHF | 632 158 CHF | 99,76% | 99,76% |